HJM no-arbitrage condition

(i) Use the ordinary differential equations (6.5.8) and (6.5.9) satisfied by the functions A(t, T) and C(t, T) in the one-factor Hull-White model to show that this model satisfies the HJM no-arbitrage condition (10.3.27).
(ii) Use the ordinary differential equations (6.5.14) and (6.5.15) satisfied by the functions A(t, T) and C(t, T) in the one-factor Cox-Ingersoll-Ross model to show that this model satisfies the HJM no-arbitrage condition (10.3.27).